+1,082.7%
MOD vs ED
+85.1%
+997.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.4% | +26.5% | +28.4% |
| 7D | +40.4% | +2.1% | +38.4% | +41.4% |
| 30D | -14.0% | +10.4% | -24.4% | -10.5% |
| 3M | -33.3% | +12.5% | -45.9% | -30.1% |
| 6M | -51.4% | +14.9% | -66.3% | -48.6% |
| YTD | +1.6% | +24.8% | -23.2% | +9.5% |
| 1Y | +5.4% | +23.8% | -18.5% | +13.6% |
| 3Y | +191.0% | +51.6% | +139.3% | +203.5% |
| All | +1,082.7% | +85.1% | +997.6% | +1,054.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling